Otp Bank Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.93% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0325 | 4.99 | |
| 0.0908 | 8.15 | |
| 0.8580 | 52.08 | |
| -0.1692 | -1.28 | |
| 0.2528 | 1.28 | |
| -0.1228 | -1.21 | |
| 0.1260 | 1.91 | |
| -0.2122 | -3.57 | |
| 0.2275 | 3.55 | |
| -0.2283 | -3.30 | |
| 0.3065 | 4.00 | |
| -0.3242 | -4.16 | |
| 0.1942 | 3.54 |
Estimation Period:
Sep 5, 1996 to Feb 6, 2026
Sep 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Otp Bank Plc Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities